Are Exchange Rates Excessively Volatile? : What Does "Excessively Volatile" Mean, Anyway? /

Using data for the major currencies from 1973 to 1994, we apply recent tests of asset price volatility to re-examine whether exchange rates have been excessively volatile with respect to the predictions of the monetary model of the exchange rate and of standard extensions that allow for sticky price...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Bodnar, Gordon
مؤلفون آخرون: Bartolini, Leonardo
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 1995.
سلاسل:IMF Working Papers; Working Paper ; No. 1995/085
الوصول للمادة أونلاين:Full text available on IMF